Optimal stopping and embedding

Journal of Applied Probability

Volumn 37, Issue 4, 2000, Pages 1143-1148

  Lamberton, Damien ^a,c   Rogers, L C G ^b  

^a UNIVERSITÉ GUSTAVE EIFFEL   (France)

^b UNIVERSITY OF BATH   (United Kingdom)

^c UFR des Sciences et Technologie   (France)

Author keywords

Brownian motion; Optimal stopping; Skorohod embedding

Indexed keywords

EID: 0034336887     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1014843094     Document Type: Article

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